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Computational Actuarial Science with R

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ISBN-10: 1466592591

ISBN-13: 9781466592599

Edition: 2015

Authors: Arthur Charpentier

List price: $120.00
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Description:

Taking a broad approach, this book explores recent developments in statistics that have impacted actuarial science. It covers inference, Bayesian methods, statistical learning, spatial analysis, and estimation before moving on to specific insurance and finance issues and applications. Each chapter describes a theoretical model, presents the core of the R code to show how the algorithm works, and then includes illustrations of the implementations.
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Book details

List price: $120.00
Copyright year: 2015
Publisher: Taylor & Francis Group
Publication date: 10/8/2014
Binding: Hardcover
Pages: 656
Size: 7.25" wide x 10.25" long x 1.50" tall
Weight: 2.816
Language: English

Introduction and Overview
METHODOLOGY: Standard Inference
Bayesian Philosophy
Statistical Learning
Spatial Analysis
Reinsurance and Extremal Events
LIFE INSURANCE: Life Contingencies
Prospective Life Tables
Survival Analysis
FINANCE: Stock Prices and Stock Prices
Yield Curves and Interest Rates Models
Portfolio Allocation
NON-LIFE INSURANCE: Motor Insurance Pricing and No Claim Bonus Systems
Longitudinal Models
Loss Reserving and IBNR